Morgan Stanley Call 55 WDC 21.06..../  DE000ME4G3A5  /

Stuttgart
2024-05-17  9:07:29 PM Chg.-0.16 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.66EUR -8.79% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 55.00 USD 2024-06-21 Call
 

Master data

WKN: ME4G3A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-01
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.76
Implied volatility: 0.69
Historic volatility: 0.31
Parity: 1.76
Time value: 0.06
Break-even: 68.81
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.94
Theta: -0.03
Omega: 3.51
Rho: 0.04
 

Quote data

Open: 1.75
High: 1.75
Low: 1.66
Previous Close: 1.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.47%
1 Month  
+16.90%
3 Months  
+268.89%
YTD  
+268.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.51
1M High / 1M Low: 1.89 1.22
6M High / 6M Low: - -
High (YTD): 2024-04-11 1.90
Low (YTD): 2024-01-09 0.28
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -